Automatic trend estimation

• Main Authors: Vamos¸, C˘alin (Author), Cr˘aciun, Maria (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Dordrecht : Springer Netherlands : Imprint: Springer, 2013.
• Series: SpringerBriefs in Physics,
• Subjects: Physics.; Computer simulation.; Computer mathematics.; Probabilities.; Statistical physics.; Dynamical systems.; Numerical and Computational Physics.; Statistical Physics, Dynamical Systems and Complexity.; Probability Theory and Stochastic Processes.; Computational Mathematics and Numerical Analysis.; Simulation and Modeling.

Our book introduces a method to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in real time series processing. This method is based on Monte Carlo experiments with artificial time series numerically generated by an original algorithm. The second pa...